+418.1%
FSLR vs GD
+165.7%
+252.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -14.8% | +2.7% | -17.4% | -15.8% |
| 30D | -4.3% | +8.6% | -12.9% | -8.1% |
| 3M | -23.4% | -7.1% | -16.3% | -21.1% |
| 6M | -26.9% | +7.5% | -34.4% | -29.8% |
| YTD | -34.4% | +9.9% | -44.3% | -37.9% |
| 1Y | -33.2% | +7.6% | -40.8% | -36.1% |
| 3Y | +28.1% | +56.2% | -28.1% | -0.7% |
| 5Y | +54.5% | +100.6% | -46.1% | +3.5% |
| All | +418.1% | +165.7% | +252.4% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling